how to import polygonal chains
You might just want to use python to convert the coordinates into a mesh.  There are many examples on the internet.  I'll include an excerpt from http://web.purplefrog.com/~thoth/blender/python-cookbook/triangle-donut.html because it has an accompanying narrative linked at the top:

import bpy
import math


def triangleDonut(name, nChunks, r1, r2, z1, z2):
    verts=[]
    faces = []
    for i in range(2*nChunks):
        # the first ring of vertices; we create them later in the loop
        v1=i*3
        v2 = v1+1
        v3 = v1+2
        # the second ring of vertices; these refer to vertices created next time
        v4 = v1+3
        v5 = v1+4
        v6 = v1+5
        if (i+1 &gt;= 2*nChunks): # connect the end to the start
           v4=0
           v5=1
           v6=2
        # each ring is at a different angle from the center, eventually sweeping a full circle by the end of the loop
        theta = i*math.pi/nChunks
        if 0 == i%2:
            z=z1
        else:
            z=z2
        # basic triangle geometry here
        c = math.cos(theta)
        s = math.sin(theta)
        # append the coordinates for v1..v3 to the verts list
        verts.append( [r1*c, r1*s, 0] )
        verts.append( [r2*c, r2*s, z] )
        verts.append( [r2*c, r2*s, -z] )
        # build faces that go from the freshly added vertices to the vertices we will add in the next loop
        faces.append( [v1, v4, v5, v2] )
        faces.append( [v2, v5, v6, v3] )
        faces.append( [v3, v6, v4, v1] )

    mesh = bpy.data.meshes.new(name);
    mesh.from_pydata(verts, [], faces)
    mesh.validate(True)
    mesh.show_normal_face = True

    obj = bpy.data.objects.new(name, mesh)
    scn = bpy.context.scene
    scn.objects.link(obj)



triangleDonut("donut", 20, 3, 2, 1,1.5)


There are many other examples at that site and around the internet.  the from_pydata method is probably a good search term, although it comes up with startlingly few results on stackexchange


Blender Python mesh.from_pydata?
Python: Create Polyline and Polyloop